+591.8%
ON vs BBWI
-58.2%
+650.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +2.0% |
| 7D | -1.9% | -4.4% | +2.5% | -0.4% |
| 30D | -11.0% | -7.4% | -3.6% | -9.4% |
| 3M | -39.3% | -2.2% | -37.1% | -40.6% |
| 6M | +19.8% | -16.3% | +36.1% | +21.7% |
| YTD | +31.1% | -9.1% | +40.2% | +28.4% |
| 1Y | +46.0% | -34.5% | +80.5% | +57.7% |
| 3Y | -27.5% | -47.0% | +19.4% | -19.1% |
| 5Y | +56.9% | -68.8% | +125.7% | +103.0% |
| 10Y | +591.8% | -57.4% | +649.2% | +439.6% |
| All | +591.8% | -58.2% | +650.1% | +439.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling